+171.7%
ADM vs RNG
+223.4%
-51.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +3.0% | -9.6% | +12.6% | +3.4% |
| 30D | +8.7% | +8.8% | -0.1% | +8.3% |
| 3M | +7.6% | +78.6% | -71.0% | +4.6% |
| 6M | +26.9% | +70.3% | -43.4% | +23.3% |
| YTD | +54.3% | +140.3% | -86.0% | +46.8% |
| 1Y | +45.7% | +126.6% | -80.9% | +38.8% |
| 3Y | +21.9% | +120.2% | -98.3% | +14.8% |
| 5Y | +67.2% | -68.3% | +135.5% | +71.6% |
| All | +171.7% | +223.4% | -51.8% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling